Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/30/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Asset Allocation Composite Moderate | NA | 27.97% | 12.03% | 11.89% | 8.91% | 9.50% | 9.62% | 10.25% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Asset Allocation Composite Moderate | 12/31/2000 | 11/13/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/30/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 27.97 | 12.03 | 11.89 | 8.91 | 9.50 | 9.62 | 10.25 | 21.72 | 23.89 | -5.07 | 9.16 | 7.75 | 20.90 | -2.96 | 14.69 | 5.40 | 0.41 | 5.12 | 18.20 | 15.21 | -2.57 | 12.43 | 23.87 | -5.10 | 11.49 | 9.82 | 6.87 | 14.05 | 22.80 | 10.15 | 8.65 |
| Sharpe Ratio | NA | 3.44 | 1.06 | 1.14 | 1.00 | NA | NA | 1.09 | 2.19 | 2.68 | -0.64 | 1.06 | 1.02 | 2.81 | -0.44 | 3.01 | 0.81 | 0.05 | 0.74 | 2.57 | 1.96 | -0.18 | 1.27 | 2.62 | -0.93 | 0.95 | 0.91 | 0.72 | 1.62 | 2.88 | 2.22 | 1.17 |
| Standard Deviation(%) | NA | 7.23 | 8.50 | 8.14 | 7.70 | NA | NA | 8.00 | 7.15 | 7.33 | 10.08 | 8.58 | 7.39 | 6.94 | 9.60 | 4.68 | 6.45 | 7.29 | 6.89 | 7.07 | 7.75 | 14.85 | 9.75 | 9.08 | 6.48 | 8.98 | 7.20 | 6.49 | 8.11 | 7.67 | 4.08 | 5.43 |
| Draw Down(%) | NA | 4.07 | 14.98 | 14.98 | 14.98 | NA | NA | 15.16 | 4.07 | 3.89 | 14.93 | 4.19 | 10.62 | 3.50 | 12.80 | 1.97 | 4.60 | 7.15 | 4.85 | 4.70 | 5.88 | 15.16 | 8.37 | 4.43 | 6.04 | 6.56 | 8.53 | 4.76 | 6.45 | 3.95 | 2.44 | 4.10 |
| Yield(%) | NA | 15.04 | 12.70 | 9.18 | 6.43 | NA | NA | 5.64 | 4.48 | 14.60 | 12.98 | 4.85 | 4.91 | 3.09 | 3.49 | 4.89 | 5.82 | 1.32 | 2.97 | 3.82 | 4.48 | 2.97 | 4.79 | 5.86 | 3.94 | 7.06 | 4.72 | 3.75 | 4.76 | 3.16 | 8.14 | 8.82 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Asset Allocation Composite Moderate |
2.94%
Jun 2019 - Jun 2022 |
4.37%
Dec 2013 - Dec 2018 |
6.79%
Oct 2013 - Oct 2023 |
7.12%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| City and County of San Francisco 457 Deferred Compensation Plan Asset Allocation Composite Moderate |
15.64%
Jan 2003 - Jan 2006 |
13.74%
Oct 2002 - Oct 2007 |
11.90%
Apr 2001 - Apr 2011 |
10.14%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart